V80A.DE vs. JPGL.L
Compare and contrast key facts about Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L).
V80A.DE and JPGL.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. V80A.DE is an actively managed fund by Vanguard. It was launched on Dec 8, 2020. JPGL.L is a passively managed fund by JPMorgan that tracks the performance of the MSCI ACWI NR USD. It was launched on Jul 9, 2019.
Performance
V80A.DE vs. JPGL.L - Performance Comparison
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V80A.DE vs. JPGL.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
V80A.DE Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc | -0.30% | 7.94% | 19.25% | 15.10% | -13.51% | 20.55% | 1.78% |
JPGL.L JPM Global Equity Multi-Factor UCITS ETF USD Acc | 6.47% | 4.19% | 17.63% | 9.87% | -4.63% | 32.52% | 0.40% |
Different Trading Currencies
V80A.DE is traded in EUR, while JPGL.L is traded in USD. To make them comparable, the JPGL.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, V80A.DE achieves a -0.30% return, which is significantly lower than JPGL.L's 6.47% return.
V80A.DE
- 1D
- 0.06%
- 1M
- -1.79%
- YTD
- -0.30%
- 6M
- 2.16%
- 1Y
- 11.43%
- 3Y*
- 12.23%
- 5Y*
- 7.60%
- 10Y*
- —
JPGL.L
- 1D
- 1.79%
- 1M
- -1.02%
- YTD
- 6.47%
- 6M
- 10.24%
- 1Y
- 11.58%
- 3Y*
- 12.06%
- 5Y*
- 10.00%
- 10Y*
- —
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V80A.DE vs. JPGL.L - Expense Ratio Comparison
V80A.DE has a 0.25% expense ratio, which is higher than JPGL.L's 0.19% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Return for Risk
V80A.DE vs. JPGL.L — Risk / Return Rank
V80A.DE
JPGL.L
V80A.DE vs. JPGL.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) and JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| V80A.DE | JPGL.L | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.84 | +0.08 |
Sortino ratioReturn per unit of downside risk | 1.31 | 1.17 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.17 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.40 | +1.36 |
Martin ratioReturn relative to average drawdown | 10.85 | 6.15 | +4.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| V80A.DE | JPGL.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.84 | +0.08 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.78 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.80 | 0.62 | +0.19 |
Correlation
The correlation between V80A.DE and JPGL.L is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
V80A.DE vs. JPGL.L - Dividend Comparison
Neither V80A.DE nor JPGL.L has paid dividends to shareholders.
Drawdowns
V80A.DE vs. JPGL.L - Drawdown Comparison
The maximum V80A.DE drawdown since its inception was -16.79%, smaller than the maximum JPGL.L drawdown of -35.38%. Use the drawdown chart below to compare losses from any high point for V80A.DE and JPGL.L.
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Drawdown Indicators
| V80A.DE | JPGL.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.79% | -35.87% | +19.08% |
Max Drawdown (1Y)Largest decline over 1 year | -6.97% | -9.08% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -16.79% | -21.04% | +4.25% |
Current DrawdownCurrent decline from peak | -3.60% | -3.99% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -4.10% | -4.57% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 1.92% | -0.49% |
Volatility
V80A.DE vs. JPGL.L - Volatility Comparison
The current volatility for Vanguard LifeStrategy 80% Equity UCITS ETF EUR Acc (V80A.DE) is 3.63%, while JPM Global Equity Multi-Factor UCITS ETF USD Acc (JPGL.L) has a volatility of 4.53%. This indicates that V80A.DE experiences smaller price fluctuations and is considered to be less risky than JPGL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| V80A.DE | JPGL.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.63% | 4.53% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 6.77% | 7.21% | -0.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.35% | 13.55% | -1.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.91% | 12.82% | -1.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.87% | 15.89% | -5.02% |